CONSTRUCTION OF A FINANCIAL PORTFOLIO ON THE BUCHAREST STOCK EXCHANGE USING RISK/RETURN ANALYSIS

  • Laura Raisa MILOȘ Assoc.Prof. PhD., University „Eftimie Murgu” of Resita, Faculty of Economic Sciences
  • Marius Cristian MILOȘ Assoc.Prof. PhD., University „Eftimie Murgu” of Resita, Faculty of Economic Sciences

Abstract

The purpose of the paper is to present the advantages of the risk/return analysis when creating an optimum financial portfolio, with minimum risk, without sacrificing return. Having in consideration a holding period of three months (February-April 2014) and the stocks included in the Bucharest Stock Exchange index BET, we show how can be minimized the risk associated to the portfolio and which is the minimum variance point for a two titles portfolio. 
Published
2014-12-30
How to Cite
MILOȘ, Laura Raisa; MILOȘ, Marius Cristian. CONSTRUCTION OF A FINANCIAL PORTFOLIO ON THE BUCHAREST STOCK EXCHANGE USING RISK/RETURN ANALYSIS. Annales Universitatis Apulensis Series Oeconomica, [S.l.], v. 2, n. 16, p. 212-220, dec. 2014. ISSN 2344-4975. Available at: <http://journals.uab.ro/index.php/oeconomica/article/view/284>. Date accessed: 13 dec. 2019.